+802.8%
TEAM vs XYL
+234.7%
+568.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.7% |
| 7D | -0.4% | -5.0% | +4.6% | +2.1% |
| 30D | +67.3% | -13.2% | +80.5% | +78.7% |
| 3M | +86.8% | -3.7% | +90.5% | +89.5% |
| 6M | +146.8% | -17.7% | +164.5% | +167.1% |
| YTD | +16.9% | -21.5% | +38.4% | +28.7% |
| 1Y | +12.8% | -24.5% | +37.3% | +26.3% |
| 3Y | -7.3% | +6.9% | -14.2% | -14.5% |
| 5Y | -50.7% | -18.1% | -32.6% | -50.7% |
| 10Y | +529.8% | +134.7% | +395.1% | +280.8% |
| All | +802.8% | +234.7% | +568.1% | +299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling